189
closed trades
34%
win rate
-353.78
total pnl ($)
1.406
weight
7d window — n=20 wr=45% pnl=+23.27
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:50:49 (19.1d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
cross_asset_basis_div_siblings
n: 343
· wr: 36.7%
· total_bps: -5913.8
· mean_bps: -17.24
· sharpe: -0.19
· max_dd_bps: -6260.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-22 21:03 | BTC | Buy | 65060.3→64440.8 | -5.21 | timeout |
| 06-22 11:26 | ARB | Buy | 0.0835209→0.0861585 | +15.38 | take_profit |
| 06-22 01:26 | ARB | Buy | 0.0821005→0.0847688 | +15.81 | take_profit |
| 06-21 20:48 | ARB | Buy | 0.0844511→0.0828179 | -10.13 | stop_loss |
| 06-21 13:59 | BTC | Buy | 64224.2→64102.8 | -1.37 | timeout |
| 06-21 05:04 | ARB | Buy | 0.0845211→0.0829078 | -9.99 | stop_loss |
| 06-20 22:37 | ARB | Buy | 0.0824506→0.0845689 | +12.35 | timeout |
| 06-20 13:04 | ARB | Buy | 0.0834209→0.0831592 | -2.00 | timeout |
| 06-20 03:48 | BTC | Buy | 63019.2→63427.8 | +2.80 | timeout |
| 06-19 17:39 | BTC | Buy | 62392.1→63023.8 | +4.61 | timeout |
| 06-19 08:18 | BTC | Buy | 62851.1→62577.9 | -2.58 | timeout |
| 06-18 23:27 | BTC | Buy | 63371.2→62792.9 | -4.99 | timeout |
| 06-18 14:04 | ARB | Buy | 0.0842711→0.0846788 | +1.92 | timeout |
| 06-18 02:25 | ARB | Buy | 0.0850112→0.0877081 | +15.38 | take_profit |
| 06-17 18:05 | BTC | Buy | 65954.3→64664.4 | -10.23 | stop_loss |
| 06-17 16:16 | ARB | Buy | 0.0859115→0.0886178 | +15.27 | take_profit |
| 06-17 08:49 | BTC | Buy | 66056.3→64828.3 | -9.76 | stop_loss |
| 06-17 01:07 | BTC | Buy | 65742.3→65732.7 | -0.54 | timeout |
| 06-16 14:23 | ARB | Buy | 0.0859215→0.0842867 | -9.96 | stop_loss |
| 06-16 12:29 | ARB | Buy | 0.0857514→0.0869283 | +6.52 | timeout |
| 06-16 02:27 | ARB | Buy | 0.0869117→0.085256 | -9.97 | stop_loss |
| 06-15 19:19 | ARB | Buy | 0.0885821→0.0868948 | -9.97 | stop_loss |
| 06-15 17:40 | BTC | Buy | 65547.3→66836.7 | +9.35 | timeout |
| 06-15 07:59 | BTC | Buy | 65737.3→65629.7 | -1.27 | timeout |
| 06-14 21:40 | ARB | Buy | 0.0822506→0.0848888 | +15.56 | take_profit |
| 06-14 16:16 | BTC | Buy | 64471.2→64085.8 | -3.47 | timeout |
| 06-14 06:48 | BTC | Buy | 64469.2→64248.8 | -2.16 | timeout |
| 06-13 21:34 | ARB | Buy | 0.0863916→0.0853687 | -6.30 | timeout |
| 06-13 12:25 | BTC | Buy | 63523.2→63922.8 | +2.67 | timeout |
| 06-13 03:54 | ARB | Buy | 0.083831→0.084079 | +1.05 | timeout |
| 06-12 18:26 | BTC | Buy | 63618.2→63713.8 | +0.30 | timeout |
| 06-12 09:47 | ARB | Buy | 0.0822005→0.0847888 | +15.28 | take_profit |
| 06-12 06:34 | ARB | Buy | 0.0834008→0.0817786 | -10.17 | stop_loss |
| 06-12 03:59 | ARB | Buy | 0.0835609→0.0834391 | -1.22 | timeout |
| 06-11 18:00 | ARB | Buy | 0.0804201→0.0830092 | +15.64 | take_profit |
| 06-11 15:20 | ARB | Buy | 0.0804201→0.0803799 | -0.75 | timeout |
| 06-11 05:56 | BTC | Buy | 61221.1→62653.9 | +11.20 | timeout |
| 06-10 20:50 | ARB | Buy | 0.0788597→0.0773619 | -9.93 | stop_loss |
| 06-10 15:50 | BTC | Buy | 61663.1→62268.9 | +4.44 | timeout |
| 06-10 01:28 | ARB | Buy | 0.0805901→0.0809997 | +2.08 | timeout |
| 06-09 14:36 | BTC | Buy | 62532.1→61369.2 | -9.75 | stop_loss |
| 06-09 10:15 | ARB | Buy | 0.0804601→0.0804899 | -0.32 | timeout |
| 06-09 00:24 | ARB | Buy | 0.0826507→0.0810492 | -10.13 | stop_loss |
| 06-08 21:51 | ARB | Buy | 0.0834108→0.0836391 | +0.91 | timeout |
| 06-08 12:42 | BTC | Buy | 62695.1→63559.8 | +6.44 | timeout |
| 06-08 04:37 | ARB | Buy | 0.0828707→0.081269 | -10.14 | stop_loss |
| 06-07 22:15 | BTC | Buy | 61950.1→63926.8 | +15.50 | take_profit |
| 06-07 19:16 | ARB | Buy | 0.0813403→0.0797901 | -9.88 | stop_loss |
| 06-07 12:14 | ARB | Buy | 0.0828907→0.081309 | -10.00 | stop_loss |
| 06-07 09:20 | ARB | Buy | 0.0817204→0.0836391 | +11.25 | timeout |
| 06-06 23:49 | BTC | Buy | 60802→60830 | -0.20 | timeout |
| 06-06 14:43 | BTC | Buy | 60788→60902 | +0.49 | timeout |
| 06-06 04:12 | ARB | Buy | 0.0786997→0.0771621 | -10.22 | stop_loss |
| 06-06 03:35 | ARB | Buy | 0.07999→0.0784311 | -10.17 | stop_loss |
| 06-05 20:09 | ARB | Buy | 0.0783496→0.0808898 | +15.76 | take_profit |
| 06-05 18:43 | BTC | Buy | 60915→59781.1 | -9.76 | stop_loss |
| 06-05 16:12 | ARB | Buy | 0.0809302→0.0793505 | -10.21 | stop_loss |
| 06-05 13:57 | BTC | Buy | 61927.1→60773.6 | -9.77 | stop_loss |
| 06-05 06:20 | BTC | Buy | 62773.1→61603.1 | -9.76 | stop_loss |
| 06-05 02:43 | ARB | Buy | 0.0890523→0.0873145 | -10.19 | stop_loss |
| 06-04 20:32 | ARB | Buy | 0.0900225→0.0895776 | -2.83 | timeout |
| 06-04 09:22 | BTC | Buy | 64211.2→63017.3 | -9.74 | stop_loss |
| 06-04 01:22 | ARB | Buy | 0.0917129→0.0899325 | -10.16 | stop_loss |
| 06-03 21:43 | ARB | Buy | 0.0916629→0.0945764 | +15.44 | take_profit |
| 06-03 20:55 | BTC | Buy | 66076.3→64845.3 | -9.77 | stop_loss |
| 06-03 12:12 | BTC | Buy | 66308.3→67030.6 | +4.96 | timeout |
| 06-02 22:16 | ARB | Buy | 0.0951438→0.09333 | -9.95 | stop_loss |
| 06-02 14:21 | ARB | Buy | 0.0980145→0.0961079 | -10.16 | stop_loss |
| 06-02 09:29 | BTC | Buy | 70586.5→69270.9 | -9.81 | stop_loss |
| 06-01 13:11 | ARB | Buy | 0.101245→0.0993155 | -10.00 | stop_loss |
| 05-31 23:04 | ARB | Buy | 0.100935→0.104184 | +15.62 | take_profit |
| 05-31 22:56 | ARB | Buy | 0.101355→0.103414 | +9.66 | timeout |
| 05-31 14:18 | ARB | Buy | 0.102236→0.100295 | -9.95 | stop_loss |
| 05-31 14:17 | BTC | Buy | 73978.7→73667.3 | -2.56 | timeout |
| 05-31 07:44 | ARB | Buy | 0.102956→0.102594 | -2.15 | timeout |
| 05-31 07:23 | ARB | Buy | 0.104646→0.102643 | -10.01 | stop_loss |
| 05-30 23:13 | ARB | Buy | 0.104966→0.102963 | -9.95 | stop_loss |
| 05-30 17:40 | ARB | Buy | 0.104646→0.104334 | -1.89 | timeout |
| 05-29 16:40 | BTC | Buy | 73774.7→73964.3 | +0.82 | timeout |
| 05-29 14:25 | ARB | Buy | 0.103466→0.101384 | -10.51 | stop_loss |
| 05-29 08:43 | ARB | Buy | 0.104516→0.105134 | +2.56 | timeout |
| 05-29 04:46 | BTC | Buy | 73628.7→73387.3 | -2.13 | timeout |
| 05-29 04:09 | ARB | Buy | 0.105016→0.103023 | -9.99 | stop_loss |
| 05-29 03:25 | BTC | Buy | 73502.7→73374.3 | -1.36 | timeout |
| 05-28 18:08 | ARB | Buy | 0.102286→0.105574 | +15.59 | take_profit |
| 05-28 18:01 | ARB | Buy | 0.101675→0.104934 | +15.56 | take_profit |
| 05-28 15:07 | BTC | Buy | 73150.7→73117.3 | -0.72 | timeout |
| 05-28 14:32 | BTC | Buy | 72876.6→72889.4 | -0.41 | timeout |
| 05-28 14:02 | ARB | Buy | 0.102956→0.100854 | -10.62 | stop_loss |
| 05-28 04:02 | ARB | Buy | 0.104476→0.102453 | -10.13 | stop_loss |
| 05-28 02:37 | BTC | Buy | 74875.7→74161.3 | -5.22 | timeout |
| 05-28 01:28 | ARB | Buy | 0.107367→0.105281 | -10.16 | stop_loss |
| 05-27 21:46 | ARB | Buy | 0.108477→0.10638 | -10.12 | stop_loss |
| 05-27 17:56 | ARB | Buy | 0.110378→0.108279 | -9.95 | stop_loss |
| 05-27 17:36 | BTC | Buy | 75864.8→74907.3 | -6.78 | timeout |
| 05-27 13:41 | ARB | Buy | 0.109197→0.10706 | -10.28 | stop_loss |
| 05-27 13:27 | ARB | Buy | 0.110248→0.108139 | -10.02 | stop_loss |
| 05-27 05:33 | BTC | Buy | 76008.8→75587.2 | -3.19 | timeout |
| 05-27 04:30 | ARB | Buy | 0.109027→0.10695 | -9.97 | stop_loss |
| 05-27 04:18 | ARB | Buy | 0.109627→0.107509 | -10.06 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
189
closed
34%
win rate
-353.78
total pnl ($)
-37.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ARB | 105 | 33% | -48.9 | -256.24 |
| BTC | 84 | 35% | -22.9 | -97.54 |
Recent bounces (last 20 of 2)
| time | sym | side | reason |
|---|---|---|---|
| 06-22 13:21 | BTC | Buy | stale_intent |
| 06-21 21:52 | ARB | Buy | stale_intent |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||